Loading view. Events There are no upcoming events. There are no upcoming events. Cheyenne Depot Events Venues Cheyenne Depot 121 W. 15th St. Cheyenne, WY 82001 United States Get Directions Events at this venue Today Upcoming Upcoming Select date. Previous Events Today Next Events Subscribe to calendar Google Calendar iCalendar Outlook 365 Outlook Live Export .ics file Export Outlook .ics file